V-Lab: Automobile & PCB Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Automobile & PCB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.52% (+0.05%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6124	6.69
$α$	0.1357	8.46
$β$	0.7928	30.88
$γ_{1}$	-0.0519	-1.29
$γ_{2}$	0.1107	1.88
$γ_{3}$	-0.1415	-3.25
$γ_{4}$	0.1469	2.52
$γ_{5}$	-0.1434	-1.87
$γ_{6}$	0.1541	2.12
$γ_{7}$	-0.1113	-2.00
$γ_{8}$	0.0528	1.13
$γ_{9}$	-0.0222	-0.67

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts